Quasi Maximum-Likelihood Estimation Of Dynamic Panel Data Models For Short Time Series
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- Phillips, Robert F., 2015. "On quasi maximum-likelihood estimation of dynamic panel data models," Economics Letters, Elsevier, vol. 137(C), pages 91-94.
More about this item
Keywordsrandom effects; fixed effects; differenced QML; augmented dynamic panel data model;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-05-09 (All new papers)
- NEP-ECM-2015-05-09 (Econometrics)
- NEP-ETS-2015-05-09 (Econometric Time Series)
- NEP-ORE-2015-05-09 (Operations Research)
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